From the beginning of the series, Katniss’s feelings about Peeta and Gale are complicated. Ultimately, Katniss chooses Peeta because he is the only one who can understand what she has been through, and she does not like the side of Gale she saw in District 13.
That what I need...
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to survive is not Gale’s fire, kindled with rage and hatred. I have plenty of fire myself. What I need is … rebirth instead of destruction. The promise that life can go on, no matter how bad our losses. That it can be good again. And only Peeta can give me that. (p. 377-378)
Katniss had minor feelings for Peeta before the first Hunger Games, when he announced that he was in love with her and she played along in order to get sponsors. When Peeta is held hostage by Snow, and tortured, Katniss becomes even more confused. She realizes that he is still trying to communicate with her and save her, even though he has been brainwashed.
Gale is a kindred spirit, but their relationship is never really romantic in District 12. They are platonic, sibling-like hunting partners. However, Gale is a friend Katniss can trust. Even in District 13, she is pleased that she has someone to tell her secrets, but does not want to think of romance, parly because "it’s just too cruel with Peeta in the hands of the Capitol" (p. 28).
In fact, Katniss is humiliated when people suggest that she is in love with Gale and not Peeta. Even though she continually tells herself it was an act, they went through a lot together. There was a connection there. In the fog of war in the first Hunger Games, she did fall for him a little.
Katniss is aware that the Capitol is using Peeta as a pawn to control her. This fact shows that she does love him. Interestingly enough, Katniss admits to herself that she loves Peeta when she is afraid he will be killed in a terrible way because of her.
But in the end, the only person I truly want to comfort me is Haymitch, because he loves Peeta, (p. 163)
When Gale designs sneaky weapons instead of hunting traps, Katniss decides that he has gone to a place she cannot follow.
Ultimately, Katniss chooses Peeta because of what they have been through together. They understand each other. She appreciates his warmth.
Collins, Suzanne (2010-08-24). Mockingjay (The Final Book of The Hunger Games). Scholastic Books. Kindle Edition.